/// <summary>
/// Reset histsim and simbroker
/// </summary>
public virtual void Reset()
{
try
{
// try unbind, swallow exception
UnbindStrategy(ref _strategy);
if (_strategy != null)
{
_strategy.Reset();
}
_histsim = new MultiSim(_tickfiles.ToArray());
_histsim.Initialize();
_histsim.GotTickHandler += new Action <Tick>(_histsim_GotTick);
_histsim.GotDebugHandler += new Action <string>(_histsim_GotDebugHandler);
_simbroker = new Broker();
_simbroker.UseBidAskFills = _usebidaskfill;
_simbroker.AdjustIncomingTickSize = _adjustincomingticksize;
_simbroker.GotOrderHandler += new Action <Order>(_broker_GotOrder);
_simbroker.GotOrderCancelBroadcastHandler += new Action <string, bool, long>(_broker_GotOrderCancel);
_simbroker.GotFillHandler += new Action <Trade>(_broker_GotFill);
BindStrategy(ref _strategy);
_isbusy = false;
}
catch
{
_isbusy = true;
Debug("Backtest engine initialization failed.");
}
}
/// <summary>
/// Reset histsim and simbroker
/// </summary>
public virtual void Reset()
{
try
{
// try unbind, swallow exception
UnbindStrategy(ref _strategy);
if (_strategy != null)
_strategy.Reset();
_histsim = new MultiSim(_tickfiles.ToArray());
_histsim.Initialize();
_histsim.GotTickHandler += new Action<Tick>(_histsim_GotTick);
_histsim.GotDebugHandler += new Action<string>(_histsim_GotDebugHandler);
_simbroker = new Broker();
_simbroker.UseBidAskFills = _usebidaskfill;
_simbroker.AdjustIncomingTickSize = _adjustincomingticksize;
_simbroker.GotOrderHandler += new Action<Order>(_broker_GotOrder);
_simbroker.GotOrderCancelBroadcastHandler += new Action<string, bool, long>(_broker_GotOrderCancel);
_simbroker.GotFillHandler += new Action<Trade>(_broker_GotFill);
BindStrategy(ref _strategy);
_isbusy = false;
}
catch
{
_isbusy = true;
Debug("Backtest engine initialization failed.");
}
}
void UnbindSim(ref MultiSim h)
{
h.GotTickHandler -= new Action<Tick>(_histsim_GotTick);
h.GotDebugHandler -= new Action<string>(_histsim_GotDebugHandler);
}
void UnbindSim(ref MultiSim h)
{
h.GotTickHandler -= new Action <Tick>(_histsim_GotTick);
h.GotDebugHandler -= new Action <string>(_histsim_GotDebugHandler);
}